[1]
|
Sun Yao, Zhang Qiang, Wan Lei. Small autonomous underwater vehicle navigation system based on adaptive UKF algorithm. Acta Automatica Sinica, 2011, 37(3): 343-354(孙尧, 张强, 万磊. 基于自适应UKF算法的小型水下机器人导航系统. 自动化学报, 2011, 37(3): 343-354)
|
[2]
|
Bernardo J M, Smith A F M. Bayesian Theory. Berlin: Springer-Verlag, 1994. 339-353
|
[3]
|
Wang Xiao-Xu, Pan Quan, Huang He, Gao Ang. Overview of deterministic sampling filtering algorithms for nonlinear system. Control and Decision, 2012, 27(6): 801-812 (王小旭, 潘泉, 黄鹤, 高昂. 非线性系统确定采样型滤波算法综述. 控制与决策, 2012, 27(6): 801-812)
|
[4]
|
Budhiraja A, Chen L J, Lee C H. A survey of numerical methods for nonlinear filtering problems. Physica D: Nonlinear Phenomena, 2007, 230(1): 27-36
|
[5]
|
Nie P Y, Fan J Y. A derivative-free filter method for solving nonlinear complementarilty problems. Applied Mathematics and Computation, 2005, 161(3): 787-797
|
[6]
|
Julier S J, Uhlmann J K. Unscented filtering and nonlinear estimation. Proceedings of the IEEE, 2004, 92(3): 401-422
|
[7]
|
Arasaratnam I, Haykin S. Cubature Kalman filters. IEEE Transactions on Automatic Control, 2009, 54(6): 1254-1269
|
[8]
|
Chang L B, Hu B Q, Li A, Qin F J. Transformed unscented Kalman filter. IEEE Transactions on Automatic Control, 2013, 58(1): 252-257
|
[9]
|
Genz A, Keister B D. Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight. Journal of Computational and Applied Mathematics, 1996, 71(2): 299-309
|
[10]
|
Ito K, Xiong K Q. Gaussian filters for nonlinear filtering problems. IEEE Transactions on Automatic Control, 2000, 45(5): 910-927
|
[11]
|
Arasaratnam I, Haykin S, Elliott R J. Discrete-time nonlinear filtering algorithms using Gauss-Hermite quadrature. Proceedings of the IEEE, 2007, 95(5): 953-977
|
[12]
|
Heiss F, Winschel V. Likelihood approximation by numerical integration on sparse grids. Journal of Econometrics, 2008, 144(1): 62-80
|
[13]
|
Smolyak S A. Quadrature and interpolation formulas for tensor products of certain classes of functions. Soviet Mathematics Doklady, 1963, 4: 240-243
|
[14]
|
Gerstner T, Griebel M. Dimension-adaptive tensor-product quadrature. Computing, 2003, 71(1): 65-87
|
[15]
|
Bungartz H J, Dirnstorfer S. Multivariate quadrature on adaptive sparse grids. Computing, 2003, 71(1): 88-114
|
[16]
|
Jia B, Xin M, Cheng Y. Sparse Gaussian-Hermite quadrature filter with application to spacecraft attitude estimation. Journal of Guidance, Control and Dynamics, 2011, 27(2): 367-379
|
[17]
|
Bin J, Ming X, Yang C. Sparse-grid quadrature nonlinear filtering. Automatica, 2012, 48(2): 327-341
|
[18]
|
Wu Zong-Wei, Yao Min-Li, Ma Hong-Guang, Jia Wei-Min, Tian Fang-Hao. Sparse-grid square-root quadrature nonlinear filter. Acta Electronica Sinica, 2012, 40(7): 1298-1303(伍宗伟, 姚敏立, 马红光, 贾维敏, 田方浩. 稀疏网格平方根求积分非线性滤波器. 电子学报, 2012, 40(7): 1298-1303)
|
[19]
|
Baek K, Bang H. Adaptive sparse grid quadrature filter for spacecraft relative navigation. Acta Astronautica, 2013, 87(3): 96-106
|
[20]
|
Griebel M, Holtz M. Dimension-wise integration of high-dimensional functions with applications to finance. Journal of Complexity, 2010, 26(5): 455-489
|
[21]
|
Wang X Q, Fang K T. The effective dimension and quasi-Monte Carlo integration. Journal of Complexity, 2003, 19(2): 101-124
|
[22]
|
Dellaportas P, Wright D. Positive embedded integration Bayesian analysis. Statistics and Computing, 1991, 1(1): 1-12
|
[23]
|
Imai J, Tan K S. A general dimension reduction technique for derivative pricing. Journal of Computing Finance, 2006, 10(2): 129-155
|
[24]
|
Glasserman P. Monte Carlo Methods in Financial Engineering. Berlin: Springer, 2003. 226-228
|
[25]
|
Zhao Y Z. On the use of dimension reduction techniques in quasi-Monte Carlo methods. Mathematical and Computer Modeling, 2008, 48(11-12): 1925-1937
|
[26]
|
Cheng Yun-Peng, Zhang Kai-Yuan, Xu Zhong. Matrix Theory. Xi'an: Press of Northwestern Polytechnical University, 2006, 94-106(程云鹏, 张凯院, 徐仲. 矩阵论. 西安: 西北工业大学出版社, 2006, 94-106)
|
[27]
|
Sarkka S. On unscented Kalman filtering for state estimation of continuos-time nonlinear systems. IEEE Transactions on Automatic Control, 2007, 52(9): 1631-1641
|
[28]
|
Arasaratnam I, Haykin S, Thomas R H. Cubature Kalman filtering for continuous-discrete systems: theory and simulations. IEEE Transaction on Signal Processing, 2010, 58(10): 2207-2218
|